Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 0.323320 0.353929 0.387479 0.427229 0.473361 0.525614 0.589852
2025-11-02 0.276668 0.314230 0.357802 0.412780 0.481328 0.565434 0.678822
2025-11-09 0.243024 0.283165 0.331625 0.395645 0.479937 0.590127 0.750593
2025-11-16 0.224515 0.267403 0.321010 0.394803 0.496968 0.638891 0.862235
2025-11-23 0.214487 0.260693 0.320357 0.405789 0.530090 0.713872 1.028289
2025-11-30 0.202717 0.250339 0.313436 0.406719 0.548176 0.768870 1.176089
2025-12-07 0.191563 0.239703 0.304877 0.403891 0.559546 0.814398 1.319219
2025-12-14 0.181211 0.229283 0.295566 0.398654 0.565935 0.852030 1.457891
2025-12-21 0.171097 0.218453 0.284736 0.389853 0.565056 0.876228 1.575972
2025-12-28 0.166501 0.215037 0.284284 0.396904 0.591354 0.954786 1.844304
2026-01-04 0.163413 0.213512 0.286392 0.408055 0.626096 1.056928 2.219365
2026-01-11 0.156792 0.206403 0.279494 0.403624 0.631728 1.100072 2.456274
2026-01-18 0.151767 0.201541 0.275971 0.404976 0.649292 1.175265 2.844346
2026-01-25 0.144141 0.192392 0.265173 0.392849 0.639057 1.184720 3.020867
2026-02-01 0.136391 0.182712 0.253022 0.377442 0.620559 1.171089 3.108481
2026-02-08 0.132360 0.178517 0.249398 0.376894 0.632333 1.235312 3.557125
2026-02-15 0.130832 0.178064 0.251742 0.387254 0.668338 1.372405 4.482628
2026-02-22 0.127570 0.174738 0.249136 0.388172 0.683951 1.458579 5.282073
2026-03-01 0.123873 0.170557 0.244861 0.385555 0.691240 1.522857 6.063210
2026-03-08 0.120008 0.165949 0.239625 0.380678 0.692678 1.569949 6.824049
2026-03-15 0.115792 0.160624 0.232921 0.372461 0.685255 1.586966 7.399140
2026-03-22 0.114334 0.159680 0.233681 0.379050 0.714592 1.737728 9.616657
2026-03-29 0.113550 0.159782 0.236240 0.389459 0.755234 1.947739 13.615769